-12.6%
TLT vs SPYG
+393.2%
-405.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.5% |
| 7D | -3.1% | +2.3% | -5.4% | -2.9% |
| 30D | +1.0% | -6.5% | +7.5% | +0.6% |
| 3M | -2.7% | -6.8% | +4.1% | -3.2% |
| 6M | -4.1% | -3.1% | -1.0% | -4.3% |
| YTD | -5.4% | +8.0% | -13.4% | -4.7% |
| 1Y | -7.0% | +10.2% | -17.2% | -6.2% |
| 3Y | +2.8% | +91.0% | -88.2% | +9.8% |
| 5Y | -35.4% | +67.7% | -103.1% | -32.9% |
| All | -12.6% | +393.2% | -405.8% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling